| // Copyright ©2016 The Gonum Authors. All rights reserved. |
| // Use of this source code is governed by a BSD-style |
| // license that can be found in the LICENSE file. |
| |
| package distuv |
| |
| import ( |
| "math" |
| "sort" |
| "testing" |
| |
| "golang.org/x/exp/rand" |
| |
| "gonum.org/v1/gonum/floats" |
| "gonum.org/v1/gonum/floats/scalar" |
| ) |
| |
| func TestStudentsTProb(t *testing.T) { |
| t.Parallel() |
| for _, test := range []struct { |
| x, mu, sigma, nu, want float64 |
| }{ |
| // Values comparison with scipy. |
| {0.01, 0, 1, 2.74, 0.364778548181318}, |
| {-0.01, 0, 1, 2.74, 0.364778548181318}, |
| {0.4, 0, 1, 1.6, 0.30376391362582678}, |
| {-0.4, 0, 1, 1.6, 0.30376391362582678}, |
| {0.2, 15, 5, 10, 0.0024440848858034393}, |
| } { |
| pdf := StudentsT{test.mu, test.sigma, test.nu, nil}.Prob(test.x) |
| if !scalar.EqualWithinAbsOrRel(pdf, test.want, 1e-10, 1e-10) { |
| t.Errorf("Pdf mismatch, x = %v, Nu = %v. Got %v, want %v", test.x, test.nu, pdf, test.want) |
| } |
| } |
| } |
| |
| func TestStudentsT(t *testing.T) { |
| t.Parallel() |
| src := rand.New(rand.NewSource(1)) |
| for i, b := range []StudentsT{ |
| {0, 1, 3.3, src}, |
| {0, 1, 7.2, src}, |
| {0, 1, 12, src}, |
| {0.9, 0.8, 6, src}, |
| } { |
| testStudentsT(t, b, i) |
| } |
| } |
| |
| func testStudentsT(t *testing.T, c StudentsT, i int) { |
| const ( |
| tol = 1e-2 |
| n = 3e5 |
| bins = 50 |
| ) |
| x := make([]float64, n) |
| generateSamples(x, c) |
| sort.Float64s(x) |
| |
| testRandLogProbContinuous(t, i, math.Inf(-1), x, c, tol, bins) |
| checkMean(t, i, x, c, tol) |
| if c.Nu > 2 { |
| checkVarAndStd(t, i, x, c, 5e-2) |
| } |
| checkProbContinuous(t, i, x, math.Inf(-1), math.Inf(1), c, 1e-10) |
| checkQuantileCDFSurvival(t, i, x, c, tol) |
| checkProbQuantContinuous(t, i, x, c, tol) |
| if c.Mu != c.Mode() { |
| t.Errorf("Mismatch in mode value: got %v, want %g", c.Mode(), c.Mu) |
| } |
| if c.NumParameters() != 3 { |
| t.Errorf("Mismatch in NumParameters: got %v, want 3", c.NumParameters()) |
| } |
| } |
| |
| func TestStudentsTQuantile(t *testing.T) { |
| t.Parallel() |
| nSteps := 101 |
| probs := make([]float64, nSteps) |
| floats.Span(probs, 0, 1) |
| for i, b := range []StudentsT{ |
| {0, 1, 3.3, nil}, |
| {0, 1, 7.2, nil}, |
| {0, 1, 12, nil}, |
| {0.9, 0.8, 6, nil}, |
| } { |
| for _, p := range probs { |
| x := b.Quantile(p) |
| p2 := b.CDF(x) |
| if !scalar.EqualWithinAbsOrRel(p, p2, 1e-10, 1e-10) { |
| t.Errorf("mismatch between CDF and Quantile. Case %v. Want %v, got %v", i, p, p2) |
| break |
| } |
| } |
| } |
| } |
| |
| func TestStudentsVarianceSpecial(t *testing.T) { |
| t.Parallel() |
| dist := StudentsT{0, 1, 1, nil} |
| variance := dist.Variance() |
| if !math.IsNaN(variance) { |
| t.Errorf("Expected NaN variance for Nu <= 1, got %v", variance) |
| } |
| dist = StudentsT{0, 1, 2, nil} |
| variance = dist.Variance() |
| if !math.IsInf(variance, 1) { |
| t.Errorf("Expected +Inf variance for 1 < Nu <= 2, got %v", variance) |
| } |
| } |